+872.1%
MSFT vs XOM
+193.3%
+678.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -3.5% | +1.9% | -5.3% | -3.9% |
| 30D | -2.1% | +4.1% | -6.1% | -3.0% |
| 3M | +24.2% | +10.4% | +13.8% | +21.2% |
| 6M | +21.9% | +13.0% | +8.8% | +17.7% |
| YTD | +2.5% | +40.1% | -37.6% | -6.3% |
| 1Y | -0.8% | +51.1% | -51.9% | -11.1% |
| 3Y | +50.8% | +57.7% | -7.0% | +31.6% |
| 5Y | +73.5% | +264.7% | -191.2% | +12.8% |
| All | +872.1% | +193.3% | +678.8% | +553.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling